+102.3%
INTC vs NOC
+57.3%
+45.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -5.6% |
| 7D | +9.4% | -1.8% | +11.2% | +9.4% |
| 30D | +2.7% | -9.4% | +12.1% | +2.7% |
| 3M | -6.3% | -3.8% | -2.4% | -6.3% |
| 6M | +114.5% | -28.8% | +143.2% | +120.0% |
| YTD | +171.9% | -7.9% | +179.7% | +172.2% |
| 1Y | +305.0% | -9.0% | +314.1% | +305.5% |
| 3Y | +168.3% | +29.1% | +139.3% | +156.2% |
| 5Y | +102.3% | +58.9% | +43.4% | +79.0% |
| All | +102.3% | +57.3% | +45.0% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling